Code: 01428914
State-Space Models
by Yong Zeng, Shu Wu
This book explores developments in state-space models and their applications in economics and finance. Coverage includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, and continuous- or ... more
- Language:
English - Binding: Hardback
- Number of pages: 347
Publisher: Springer-Verlag New York Inc., 2013
- More about this
164.57 €
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Book synopsis
This book explores developments in state-space models and their applications in economics and finance. Coverage includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, and continuous- or discrete-time state processes.
Book details
Book category Books in English Mathematics & science Mathematics Applied mathematics
164.57 €
- Full title: State-Space Models
- Author: Yong Zeng, Shu Wu
- Language: English
- Binding: Hardback
- Number of pages: 347
- EAN: 9781461477884
- ISBN: 1461477883
- ID: 01428914
- Publisher: Springer-Verlag New York Inc.
- Weight: 690 g
- Dimensions: 241 × 162 × 26 mm
- Date of publishing: 13. August 2013
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